On stopping points in the plane that lie on a unique optional increasing path

DOI10.1080/17442508808833517MaRDI QIDQ3799418zbMATH OpenOpenAlexFDO

Authors Robert C. Dalang

Publication date 1988

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508808833517

zbMATH Keywords

discrete approximationoptional increasing pathstopping pointtacticconditional qualitative independence

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Ordinary differential equations and systems with randomness (34F05) Stopping times; optimal stopping problems; gambling theory (60G40) General theory of stochastic processes (60G07)

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Cites work

• scientific article; zbMATH DE number 3714680 (Why is no real title available?)
• scientific article; zbMATH DE number 3478187 (Why is no real title available?)
• Arr�t Optimal sur le Plan
• On infinite perfect graphs and randomized stopping points on the plane
• Stochastic control of two-parameter processes application:the two-armed bandit problem
• Stochastic integrals in the plane
• The past of a stopping point and stopping for two-parameter processes

Cited in

(3)

• The pasts of several kinds of stopping points and the properties of the sub-strong stopping point
• scientific article; zbMATH DE number 1475196 (Why is no real title available?)
• Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction

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